arXiv subjects
Publications and source records attributed to Dimitrios Tsolis.
We consider the Tanaka-Webster geometry of surfaces embedded in a 3-dimensional Lie group with a CR structure inherited by a contact form. We define the notions of Gauss and mean curvature and give specific examples.
In this paper we study horizontal curvatures for surfaces embedded in three-dimensional contact sub-Riemannian Lie groups. Using a Riemannian approximation scheme, we derive explicit formulas for horizontal Gauss curvature, horizontal mean curvature, and symplectic distortion for surfaces embedded in three dimensional Lie groups with a sub-Riemannian structure obtained by a contact form. We focus on two primary examples: the Heisenberg group and the affine-additive group. We classify surfaces of revolution within these groups that exhibit constant horizontal curvatures, often expressing their profiles through elementary or elliptic integrals.
The major perspective of this paper is to provide more evidence regarding how "quickly", in different macroeconomic states, companies adjust their capital structure to their leverage targets. This study extends the empirical research on the topic of capital structure by focusing on a quantile regression method to investigate the behavior of firm-specific characteristics and macroeconomic factors across all quantiles of distribution of leverage (book leverage and market leverage). Therefore, depending on a partial adjustment model, we find that the adjustment speed fluctuated in different stages of book versus market leverage. Furthermore, while macroeconomic states change, we detect clear differentiations of the contribution and the effects of the firm-specific and the macroeconomic variables between market leverage and book leverage debt ratios. Consequently, we deduce that across different macroeconomic states the nature and maturity of borrowing influence the persistence and endurance of the relation between determinants and borrowing.
The major perspective of this paper is to provide more evidence into the empirical determinants of capital structure adjustment in different macroeconomics states by focusing and discussing the relative importance of firm-specific and macroeconomic characteristics from an alternative scope in U.S. This study extends the empirical research on the topic of capital structure by focusing on a quantile regression method to investigate the behavior of firm-specific characteristics and macroeconomic variables across all quantiles of distribution of leverage (total debt, long-terms debt and short-terms debt). Thus, based on a partial adjustment model, we find that long-term and short-term debt ratios varying regarding their partial adjustment speeds; the short-term debt raises up while the long-term debt ratio slows down for same periods.
We consider the problem of constructing efficient P2P overlays for sensornets providing "Energy-Level Application and Services". The method presented in \cite{SOPXM09} presents a novel P2P overlay for Energy Level discovery in a sensornet. However, this solution is not dynamic, since requires periodical restructuring. In particular, it is not able to support neither join of sensor\_nodes with energy level out of the ranges supported by the existing p2p overlay nor leave of \emph{empty} overlay\_peers to which no sensor\_nodes are currently associated. On this purpose and based on the efficient P2P method presented in \cite{SPSTMT10}, we design a dynamic P2P overlay for Energy Level discovery in a sensornet, the so-called SART (Sensors' Autonomous Range Tree). The adaptation of the P2P index presented in \cite{SPSTMT10} guarantees the best-known dynamic query performance of the above operation. We experimentally verify this performance, via the D-P2P-Sim simulator (D-P2P-Sim is publicly available at http://code.google.com/p/d-p2p-sim/).